-25.8%
DPZ vs TRMB
-38.4%
+12.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +9.5% | -17.9% | +27.4% | +15.2% |
| 30D | +12.8% | -12.0% | +24.8% | +15.8% |
| 3M | -6.2% | -8.4% | +2.2% | -5.1% |
| 6M | +4.3% | -21.5% | +25.8% | +10.5% |
| YTD | -16.6% | -31.5% | +14.9% | -7.9% |
| 1Y | -12.8% | -33.4% | +20.6% | -3.2% |
| 3Y | -0.8% | +26.5% | -27.3% | -14.1% |
| 5Y | -25.8% | -37.9% | +12.1% | -16.7% |
| All | -25.8% | -38.4% | +12.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling